QRN_fit_multiple: Wrapper for fitting a recurrent QRN with restart for...

In EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting

Wrapper for fitting a recurrent QRN with restart for stability

Description

Wrapper for fitting a recurrent QRN with restart for stability

Usage

QRN_fit_multiple(
  X,
  y,
  q_level,
  number_fits = 3,
  ...,
  seed = NULL,
  data_type = c("seq", "iid")
)

Arguments

X	Matrix of covariates, for training.
y	Response variable vector to model the conditional quantile of, for training.
q_level	Probability level of the desired conditional quantiles to predict.
number_fits	Number of restarts.
...	Other parameters given to QRN_seq_fit().
seed	Integer random seed for reproducibility in network weight initialization.
data_type	Type of data dependence, must be one of "iid" (for iid observations) or "seq" (for sequentially dependent observations). For the moment, only "seq" is accepted.

Value

An QRN object of classes c("QRN_seq", "QRN"), containing the fitted network, as well as all the relevant information for its usage in other functions.

EQRN documentation built on April 4, 2025, 12:45 a.m.